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Tuesday, December 21, 2010. Introduction to Adaptive Filtering. The Kalman filter is just one of many. Filtering or estimation algorithms. Despite its elegant derivation and often excellent performance, the Kalman filter has two drawbacks. The derivation and hence performance of the Kalman filter depends on the accuracy of the a priori. Assumptions. The performance can be less than impressive if the assumptions are erroneous. The Kalman filter is fairly computationally demanding, requiring O. Results .
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Tuesday, December 21, 2010. Introduction to Adaptive Filtering. The Kalman filter is just one of many. Filtering or estimation algorithms. Despite its elegant derivation and often excellent performance, the Kalman filter has two drawbacks. The derivation and hence performance of the Kalman filter depends on the accuracy of the a priori. Assumptions. The performance can be less than impressive if the assumptions are erroneous. The Kalman filter is fairly computationally demanding, requiring O. Results .CONTENT
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